Quant Developer - C++ & C# - £120,000
Quant Developer needed for a leading trading firm in the City. This is a new position within the Quant Development team, responsible for originating Real Time pricing solutions for in-house desks, and the distribution of prices to trading systems, Reuters, Bloomberg and external clients.
- In-depth knowledge of flow interest rate options including swaptions, capfloor, cms, cms spread options, mid curve and bond options.
- In-depth knowledge of volatility, correlation and numerical methods.
- Excellent C# and C++
- Excel and MS SQL
- Excellent communication/presentation skills